+501.7%
SPCX vs VLTO
+14.2%
+487.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +9.0% |
| 7D | +4.2% | +2.0% | +2.1% | +12.0% |
| 30D | -12.6% | +21.8% | -34.4% | +87.1% |
| 3M | +6.7% | +20.2% | -13.5% | +109.2% |
| 6M | +546.4% | +33.4% | +512.9% | +2,299.5% |
| YTD | +552.1% | +18.8% | +533.3% | +2,327.2% |
| 1Y | +453.2% | +20.4% | +432.8% | +1,959.4% |
| All | +501.7% | +14.2% | +487.6% | +2,122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling